+5,083.9%
LITE vs GPC
+118.5%
+4,965.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.3% | +3.7% | +3.9% |
| 7D | -1.5% | +0.4% | -2.0% | -1.7% |
| 30D | +6.7% | +5.1% | +1.5% | +4.8% |
| 3M | -6.8% | +41.5% | -48.3% | -19.4% |
| 6M | +29.4% | +21.8% | +7.6% | +17.7% |
| YTD | +139.1% | +14.6% | +124.5% | +118.9% |
| 1Y | +521.0% | +1.3% | +519.7% | +498.3% |
| 3Y | +1,535.3% | -1.4% | +1,536.7% | +1,435.1% |
| 5Y | +889.8% | +30.6% | +859.2% | +703.2% |
| 10Y | +2,400.7% | +80.6% | +2,320.1% | +1,604.4% |
| All | +5,083.9% | +118.5% | +4,965.4% | +3,144.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded GPC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling